Insurance-Linked Securities Report 2008 - Aon
Insurance-Linked Securities Report 2008 - Aon
Insurance-Linked Securities Report 2008 - Aon
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<strong>Insurance</strong>-<strong>Linked</strong> <strong>Securities</strong> <strong>2008</strong><br />
SUMMARY OF CATASTROPHE BONDS - 1997 THROUGH JUNE 30, <strong>2008</strong><br />
21-Jun-06<br />
44<br />
Date Sponsor Issuer Class Territories/ Perils Trigger Issue Size ($000s) MIS S&P Fitch<br />
30-Jun-06<br />
Liberty Mutual<br />
Ins Co<br />
Dominion<br />
Resources<br />
Mystic Re Ltd. Series<br />
2006-1<br />
Class A US Wind Industry Index $200,000 BB+<br />
Drewcat Capital Ltd. Class A US Wind Parametric Index $50,000 NR<br />
28-Jul-06 Hannover Re Eurus Ltd. Europe Wind Parametric Index $150,000 BB<br />
3-Aug-06<br />
3-Aug-06<br />
Endurance<br />
Specialty Ins Co<br />
Tokio Marine &<br />
Nichido Fire<br />
4-Aug-06 Swiss Re<br />
25-Aug-06<br />
Factory Mutual<br />
Ins Co<br />
Shackleton Re Limited Class A US EQ Industry Index $125,000 Bz3 BB<br />
Class B US Wind Industry Index $60,000 Ba3 BB<br />
Class C US Wind/EQ Industry Index $50,000 Ba2 BB+<br />
Fhu-Jin Ltd. Series 1 Class B Japan Wind Parametric Index $200,000 BB+<br />
Successor Hurricane<br />
Industry Ltd.<br />
E-III US Wind Industry Index $50,000 NR<br />
Cascadia II Limited US EQ Parametric $300,000 BB+ BB+<br />
17-Nov-06 Catlin Ins Co Ltd. Bay Haven Limited Class A US/EU/JP Wind, US/JP EQ Multiple $133,500 AA<br />
Class B US/EU/JP Wind, US/JP EQ Multiple $66,750 BBB-<br />
17-Nov-06 Hartford Fire Ins Foundation Re II Ltd. Class A US Wind Industry Index $180,000 BB+<br />
30-Nov-06<br />
Liberty Mutual<br />
Ins Co<br />
Mystic Re Ltd. Series<br />
2006-2<br />
Class G US (HU, EQ, ST) Industry Index $67,500 B<br />
Class A US Wind Industry Index $200,000 BB+<br />
Class B US Wind Industry Index $125,000 BB<br />
8-Dec-06 Swiss Re Successor Euro Wind Ltd. C-III Europe Wind Parametric Index $15,000 B3 B<br />
8-Dec-06 Swiss Re<br />
Successor Hurricane<br />
Industry Ltd.<br />
A-III Europe Wind Parametric Index $118,000 Ba3 BB<br />
E-IV US Wind Industry Index $4,000 NR<br />
E-V US Wind Industry Index $26,000 NR<br />
8-Dec-06 Swiss Re Successor I Ltd. B-I NA/EU Wind, CA/JP EQ Multiple $4,000 NR<br />
B-II NA/EU Wind, CA/JP EQ Multiple $24,500 NR<br />
20-Dec-06 Zurich Re Lakeside Re Ltd. US EQ Dual $190,000 BB+<br />
21-Dec-06 SCOR Atlas Reinsurance III p.l.c. Japan EQ, Euro Wind Modeled Loss € 120,000 BB+<br />
29-Dec-06 CEA<br />
8-Jan-07 ACE INA<br />
Redwood Capital IX, Ltd.<br />
Series 1<br />
Calabash Re II Ltd. Series<br />
2006-I<br />
1-Mar-07 Hannover Re Kepler Re Ltd.<br />
Class A California EQ Parametric Index $125,000 Ba2 BB+<br />
Class B California EQ Parametric Index $125,000 Ba2 BB+<br />
Class C California EQ Parametric Index $18,000 Baa3 BBB-<br />
Class D California EQ Parametric Index $20,000 Ba3 BB<br />
Class E California EQ Parametric Index $12,000 B3 B<br />
Class A-1 US Wind Modeled Loss $100,000 BB<br />
Class D-1 US EQ Modeled Loss $50,000 B+<br />
Class E-1 US Wind, US EQ Modeled Loss $100,000 BB<br />
US/Europe/JP/Aus/NZ/<br />
Canada Wind, EQ<br />
Indemnity $200,000 Ba2<br />
14-Mar-07 Swiss Re Australis Ltd Series 2 Australia EQ/Wind Parametric Index $50,000 BB<br />
3-Apr-07 Allianz SE Blue Wings Ltd. Series 1 Class A US EQ, UK Flood Multiple $150,000 BB+<br />
13-Apr-07<br />
Aspen <strong>Insurance</strong><br />
Limited<br />
Ajax Re Limited Series 1 Class A California EQ Industry Index $100,000 BB
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